+15,757.9%
CMI vs HAS
+4,769.2%
+10,988.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.4% | -2.9% |
| 7D | -9.3% | +3.3% | -12.6% | -10.3% |
| 30D | -13.2% | +30.5% | -43.8% | -21.1% |
| 3M | -28.2% | +29.9% | -58.1% | -34.7% |
| 6M | -32.7% | +26.5% | -59.3% | -38.8% |
| YTD | -10.1% | +51.9% | -62.1% | -23.5% |
| 1Y | -4.9% | +60.9% | -65.8% | -20.7% |
| 3Y | +120.4% | +215.0% | -94.6% | +42.6% |
| 5Y | +114.3% | +51.5% | +62.8% | +74.0% |
| 10Y | +324.8% | +102.2% | +222.6% | +187.4% |
| All | +15,757.9% | +4,769.2% | +10,988.7% | +4,467.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling